+2,582.9%
FTAI vs EPAM
+77.3%
+2,505.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.1% |
| 7D | +0.7% | +2.0% | -1.3% | +0.3% |
| 30D | -12.1% | +6.5% | -18.6% | -13.6% |
| 3M | -21.3% | +19.9% | -41.3% | -25.3% |
| 6M | -30.2% | -16.9% | -13.3% | -28.6% |
| YTD | +0.3% | -42.9% | +43.1% | +10.3% |
| 1Y | +27.2% | -30.4% | +57.5% | +32.8% |
| 3Y | +443.9% | -54.7% | +498.6% | +502.9% |
| 5Y | +853.5% | -81.8% | +935.4% | +1,106.5% |
| 10Y | +3,169.1% | +65.5% | +3,103.6% | +2,472.6% |
| All | +2,582.9% | +77.3% | +2,505.5% | +2,040.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling